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A review of Stata 8.1 and its time series capabilities

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Author Info
Christopher F. Baum () (Boston College, DIW Berlin)

Additional information is available for the following registered author(s):

Abstract

This paper is a review of the statistical package Stata, version 8.1, with special emphasis on its time series capabilities. The program which generates empirical results and graphics in the paper may also be downloaded.

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File URL: http://fmwww.bc.edu/EC-P/WP581.pdf
File Format: application/pdf
File Function: main text
Download Restriction: no
File URL: http://fmwww.bc.edu/EC-P/WP581demo.do
File Format: text/plain
File Function: sample program
Download Restriction: no

Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 581.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 16 pages
Date of creation: 16 Oct 2003
Date of revision:
Publication status: Published, International Journal of Forecasting, 2004, 20:151-161
Handle: RePEc:boc:bocoec:581

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: econometrics; Stata; time series; graphics;

Other versions of this item:

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. [Downloadable!]
    Other versions:
  2. Christopher F. Baum & Vince Wiggins, 2001. "Utility for time series data," Stata Technical Bulletin, StataCorp LP, vol. 10(57). [Downloadable!]
  3. Stanislav Kolenikov, 2001. "Review of Stata 7," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 637-646. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Christopher F. Baum, 2004. "Topics in time series regression modeling," United Kingdom Stata Users' Group Meetings 2004 7, Stata Users Group, revised 26 Jul 2004. [Downloadable!]
Statistics
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This page was last updated on 2009-11-13.

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